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Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we…

Machine Learning · Computer Science 2015-03-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

Data clustering, including problems such as finding network communities, can be put into a systematic framework by means of a Bayesian approach. The application of Bayesian approaches to real problems can be, however, quite challenging. In…

Data Analysis, Statistics and Probability · Physics 2008-09-28 Alexei Vazquez

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Aggregate data often appear in various fields such as socio-economics and public security. The aggregate data are associated not with points but with supports (e.g., spatial regions in a city). Since the supports may have various…

Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…

Methodology · Statistics 2022-08-25 Kehinde Olobatuyi , Oludare Ariyo

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs. An issue with this approach is choosing the number…

Machine Learning · Statistics 2019-12-18 Pavel Berkovich , Eric Perim , Wessel Bruinsma

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca

This paper explores a federated learning approach that automatically selects the number of latent processes in multi-output Gaussian processes (MGPs). The MGP has seen great success as a transfer learning tool when data is generated from…

Machine Learning · Statistics 2024-07-25 Jingyi Gao , Seokhyun Chung

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…

Methodology · Statistics 2026-01-22 Laura Ferrini , Federico Castelletti

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Knowledge of functional groupings of neurons can shed light on structures of neural circuits and is valuable in many types of neuroimaging studies. However, accurately determining which neurons carry out similar neurological tasks via…

Machine Learning · Statistics 2019-06-03 Tianyi Yao , Genevera I. Allen

Probabilistic models for sequential data are the basis for a variety of applications concerned with processing timely ordered information. The predominant approach in this domain is given by recurrent neural networks, implementing either an…

Machine Learning · Statistics 2022-11-21 Ronny Hug , Stefan Becker , Wolfgang Hübner , Michael Arens , Jürgen Beyerer

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Clustering algorithms are a cornerstone of machine learning applications. Recently, a quantum algorithm for clustering based on the k-means algorithm has been proposed by Kerenidis, Landman, Luongo and Prakash. Based on their work, we…

Quantum Physics · Physics 2020-01-23 Hideyuki Miyahara , Kazuyuki Aihara , Wolfgang Lechner

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall